+60.4%
DDOG vs BAX
+1.4%
+58.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.9% | +9.0% | +7.3% |
| 7D | +7.7% | -5.1% | +12.8% | +8.0% |
| 30D | -13.6% | -12.2% | -1.4% | -12.9% |
| 3M | -0.9% | +21.8% | -22.7% | -1.1% |
| 6M | +75.2% | +36.3% | +38.9% | +72.3% |
| YTD | +65.7% | +27.8% | +37.8% | +62.9% |
| 1Y | +60.4% | -0.1% | +60.4% | +63.8% |
| All | +60.4% | +1.4% | +58.9% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BAX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling